E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	1,090.25	1,097.75	7.50	0.7%	1,102.75
High	1,101.50	1,105.50	4.00	0.4%	1,106.00
Low	1,087.75	1,096.25	8.50	0.8%	1,080.50
Close	1,097.25	1,103.25	6.00	0.5%	1,103.25
Range	13.75	9.25	-4.50	-32.7%	25.50
ATR	17.11	16.55	-0.56	-3.3%	0.00
Volume	355,747	1,104,971	749,224	210.6%	1,714,139

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,129.50	1,125.50	1,108.25
R3	1,120.25	1,116.25	1,105.75
R2	1,111.00	1,111.00	1,105.00
R1	1,107.00	1,107.00	1,104.00	1,109.00
PP	1,101.75	1,101.75	1,101.75	1,102.50
S1	1,097.75	1,097.75	1,102.50	1,099.75
S2	1,092.50	1,092.50	1,101.50
S3	1,083.25	1,088.50	1,100.75
S4	1,074.00	1,079.25	1,098.25

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,173.00	1,163.75	1,117.25
R3	1,147.50	1,138.25	1,110.25
R2	1,122.00	1,122.00	1,108.00
R1	1,112.75	1,112.75	1,105.50	1,117.50
PP	1,096.50	1,096.50	1,096.50	1,099.00
S1	1,087.25	1,087.25	1,101.00	1,092.00
S2	1,071.00	1,071.00	1,098.50
S3	1,045.50	1,061.75	1,096.25
S4	1,020.00	1,036.25	1,089.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,106.00	1,080.50	25.50	2.3%	13.25	1.2%	89%	False	False	342,827
10	1,114.25	1,080.00	34.25	3.1%	15.25	1.4%	68%	False	False	178,949
20	1,114.25	1,062.25	52.00	4.7%	16.25	1.5%	79%	False	False	91,892
40	1,114.25	1,021.00	93.25	8.5%	18.25	1.7%	88%	False	False	48,178
60	1,114.25	1,007.25	107.00	9.7%	17.25	1.6%	90%	False	False	32,551
80	1,114.25	984.25	130.00	11.8%	16.25	1.5%	92%	False	False	24,423

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.23
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,144.75
2.618	1,129.75
1.618	1,120.50
1.000	1,114.75
0.618	1,111.25
HIGH	1,105.50
0.618	1,102.00
0.500	1,101.00
0.382	1,099.75
LOW	1,096.25
0.618	1,090.50
1.000	1,087.00
1.618	1,081.25
2.618	1,072.00
4.250	1,057.00

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	1,102.50	1,099.75
PP	1,101.75	1,096.50
S1	1,101.00	1,093.00

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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